+47.3%
EXPE vs WY
-31.4%
+78.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.2% |
| 7D | -0.5% | -0.8% | +0.3% | 0.0% |
| 30D | -6.1% | +10.1% | -16.2% | -10.9% |
| 3M | -21.3% | -15.4% | -5.9% | -13.1% |
| 6M | +19.0% | -8.3% | +27.3% | +24.9% |
| YTD | -8.4% | -9.8% | +1.4% | -4.8% |
| 1Y | -2.8% | -3.9% | +1.1% | -3.1% |
| 3Y | +120.8% | -23.3% | +144.1% | +144.0% |
| All | +47.3% | -31.4% | +78.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling